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Historical Options Data

The premier provider of quality historical option price data, tools,
and analytics for institutional investors and academics worldwide.

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Worldwide Option Price &
Implied Volatilities Daily

Precise end-of-day prices for options, calculated implied volatilities, and greeks
from financial markets across the globe.

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Data to Assess Profitable Investment
Strategies & Risk

Backtest, evaluate risk, and perform advanced research on investment strategies
with options or futures options data.

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Accurate, Reliable Options Data for Informed
Options Strategies

OptionMetrics provides the highest quality and most comprehensive historical options data on the market today. Leading investment and academic institutions worldwide rely on the accuracy of our options data to measure volatility, assess risk, and analyze investment strategies.

Who We Serve

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Institutional Investors

Analyze markets, construct, test, and execute options/derivatives investment strategies, make more informed investment decisions with comprehensive options data.

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Risk Managers

Monitor risk exposure, analyze market trends, assess strategies to make more informed and, ultimately, more profitable investment decisions with quality options data.

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Academic Researchers

Perform empirical research and econometric studies on the options market and more with the gold standard in historical options data.

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Why OptionMetrics?

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Comprehensive Coverage

Complete historical end-of-day data, from 1996 onward for US equity and index options. Daily high, low, closing prices; interest rates, dividend, corporate action information.

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Accurate Calculations

Implied volatility and delta, gamma, vega, theta option sensitivities. European and American models. Standardized constant-maturity volatility surface.

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Continuous Time Series

Handles underlying symbol changes, dividend payments, and split/spinoff adjustments automatically.

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Daily Updates

Updated daily to incorporate new end-of-day prices in equity and option exchanges. Data is always current, ready to use.

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Global Markets

The most accurate daily option prices, implied volatility, and Greek calculations for North America, Europe, and Asia-Pacific.

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Customer Support

Dedicated support during work hours (EST). 24X7 access for urgent issues, step-by-step installation guides, and reference manuals.

Explore our Historical Equities & Futures
Data Products for Global Markets

Equities, Indices & ETF Options

OptionMetrics IvyDB databases are the industry standard for historical option prices and implied volatility data. IvyDB databases offer accurate end-of-day prices for options along with correctly calculated IV and greeks to evaluate risk models, backtest trading strategies, perform sophisticated research.

  • United States
  • Europe
  • Asia-Pacific
  • Canada
  • ETFs

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U.S. Futures Market

IvyDB Futures provides historical price data on liquid optionable US exchange-traded futures. IvyDB Futures can be used to evaluate risk models, test trading strategies, perform empirical and econometric research on US futures option markets.

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Signed Volume

IvyDB Signed Volume offers daily data on detailed option trading volume. Gain key insights into option market order flows and participant activity. Better understand buy/sell pressure to improve your research.

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Implied Beta

IvyDB Beta offers implied betas for the top 500 SPY constituents and market capitalization single-name US securities for factor investing. Gain insights into the options market's perception of systematic risk for equities.

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Dividend Forecast Data
OptionMetrics offers Woodseer Dividend Forecast Data for equities, ADRs, and ETFs globally. Assess expected dividend payouts, investment strategies, security performance, and more.

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Download the Latest Whitepapers & Research

Get the latest analysis, research, and charts on futures and options trading and investment strategies.

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The Latest News & Events

May 6, 2025 | News
This zero-day options craze could finally be coming to popular stocks like Nvidia and Tesla. Here’s what to know.

Nasdaq has officially requested SEC approval to list zero-day options (0DTE) on top stocks like Nvidia, Tesla, Apple, and more, with Monday and Wednesday expirations on the table. This expansion could be a major shift for options traders, especially individual ...

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May 1, 2025 | Events
OptionMetrics Exhibiting at Commodity Trading Week in London

We’re excited to be exhibiting at Commodity Trading Week Europe in London, May 7–8. In today’s fast-moving markets, shaped by inflation and global uncertainty, historical options data is more valuable than ever. As CEO David Hait, Ph.D., says: “Historical options ...

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April 29, 2025 | News
Gold’s Bullish Sentiment Seen Easing as Record Rally Stumbles

Gold has outperformed major asset classes this month, but shifts in options positioning suggest caution ahead. In a recent Bloomberg piece, Garrett DeSimone, head quant at OptionMetrics, notes that “from the options market perspective, upside and downside weights are pretty ...

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A Legacy of Dependability & Quality

For over two decades, OptionMetrics has offered the highest quality comprehensive historical options data to academics, quantitative analysts, hedge funds, and others worldwide, from our headquarters in New York City. Our US product tracks every strike and expiration on over 10,000 underlying stocks and indices since 1996, and our European, Asian-Pacific, Canadian, and Global Indices databases provide over a decade of comprehensive options data from each financial market. Today, 300+ corporate, institutional investors, and universities worldwide leverage our end-of-day options data, calculated implied volatilities and greeks, futures data, and in-depth analytics to backtest investment strategies, analyze portfolios, assess risk, and study financial markets.

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Evaluate Strategies & Assess Risk

OptionMetrics provides the gold standard in comprehensive historical options data for financial markets worldwide. Leading institutional investment and academic institutions around the globe depend on the accuracy of our data to measure volatility, assess risk, and analyze investment strategies – and we deliver.

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  • About Us
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